-49.3%
APTV vs ESTC
+24.6%
-73.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.5% | 0.0% |
| 7D | -4.3% | -3.6% | -0.7% | -3.4% |
| 30D | -9.7% | -11.2% | +1.5% | -7.2% |
| 3M | -20.6% | +14.3% | -34.9% | -24.4% |
| 6M | -31.7% | +67.0% | -98.7% | -41.8% |
| YTD | -48.0% | +15.7% | -63.7% | -51.8% |
| 1Y | -52.1% | -6.3% | -45.8% | -53.3% |
| 3Y | -47.9% | +14.5% | -62.4% | -56.3% |
| 5Y | -76.9% | -49.9% | -27.0% | -77.5% |
| All | -49.3% | +24.6% | -73.9% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling